Market Statistics (Volume Histogram, VWAP with SD bands) - page 25

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William Snyder
9498
William Snyder  

This is a version with the bands only should be lighter on the computer.

Files:
William Snyder
9498
William Snyder  

This is a version of market profile looks interesting.

biddick
339
biddick  
karelk
6
karelk  
r4bb1t:
the problem is that forex is an OTC Market. which means there's no unified exchange. thus we don't have actual volume data. volumes we're seeing is just sum of trades through your broker only. vwap loses it's meaning under this circumstance

That's how I understand it, too - but VWAP is similar to one of the MIDAS components and Levine (who developed MIDAS) says "if volume data is not available, set thevolume for every day equal to the same value - say one share. Having less than complete input data is less thanideal but not a fatal drawback" which seems a bit optimistic since volume is one of the cornerstones of his system.

Can anyone shed some light on this?

Karel.

fareastol
57
fareastol  
biddick:
These two also look interesting : cm-Level - MQL4 Code Base cm-Volume-Level - MQL4 Code Base

I also found it really interesting. But the indicator cm-level cannot self-update its display of data although i've tried many times . I think guru Mladen can help but don't know how to have his hand without annoying.

2Rip
3
2Rip  

Question

Hi@all,

is the Vwap available for MT5??

THX

maomaochong
3
maomaochong  

Look for Dragable Market Statistics Chart!

We have known akift contributed a lot to develop many versions of market statistics.

However, I am looking for the market statistics with its beginning calculation on chart

can be dragged by mouse, i.e. the chart begins from 99 bars back when popped out,

however we can drag the chart to anywhere on screen by mouse.

The function appears simple but might be a challenge to the programmer.

The following attached with three files that may be helpful to achieve the task among

which DrawOriginalMarker.mq4 is a script file.

xx3xxx
1754
xx3xxx  

I dunno,can you play those drawing lines (redraw on extreme) like murray maths (pivot

your version 5 got more engulfing line, 3 above and 3 below

could you use those to tell which sides today will be biasing

dragging, forget it -- never seen the capability of the code that let you drag

some might got corners for you to put your stuff

brooky29
159
brooky29  

Drag n Drop Market Profile Indicator

maomaochong:
We have known akift contributed a lot to develop many versions of market statistics.

However, I am looking for the market statistics with its beginning calculation on chart

can be dragged by mouse, i.e. the chart begins from 99 bars back when popped out,

however we can drag the chart to anywhere on screen by mouse.

The function appears simple but might be a challenge to the programmer.

The following attached with three files that may be helpful to achieve the task among

which DrawOriginalMarker.mq4 is a script file.

Hi,

The attached indicator uses the vertical start line as your drag n drop marker.

Initial load is set to 1 day by default and the drag option is set to true.

If you want to test it on weekends you will need ticker software. If you do not have it and want to

read about it you can read about it here >>>. Off Market Ticker

Cheers

Brooky

market_statistics_v5_0_drag.mq4

brooky29
159
brooky29  

Hi all.

Update to above indicator to reduce computer load. Option of " PastDisplayClearanceBars " limits the amount of bars recalculated to the left of the vertical line instead of all the bars. Option also to add as many instances on a single chart as desired. Just increment the option " InstanceOnChart " for each new copy.

Cheers

Brooky

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